+447.0%
FSLR vs TSEM
+1,283.8%
-836.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.3% |
| 7D | +0.2% | +4.7% | -4.5% | -1.4% |
| 30D | -15.1% | -14.2% | -0.9% | -11.4% |
| 3M | -22.5% | -5.0% | -17.5% | -23.7% |
| 6M | +4.0% | +87.6% | -83.6% | -21.3% |
| YTD | -22.3% | +84.4% | -106.7% | -41.9% |
| 1Y | 0.0% | +235.4% | -235.4% | -40.6% |
| 3Y | +10.9% | +668.0% | -657.1% | -53.8% |
| 5Y | +105.4% | +644.7% | -539.4% | -17.3% |
| 10Y | +447.0% | +1,326.7% | -879.7% | +59.3% |
| All | +447.0% | +1,283.8% | -836.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling